REMARKS

Remarks

END GENERAL INFORMATION ON SECURITY (R00) 27 Last Trading Date Only reported for information type 101 In other cases, must be left blank Only reported for information type 201. 28 Coupon regularity Only for Fixed Income securities It contains the number of coupons per year. In other cases, must be left blank Only reported for information type 215. Only for Fixed Income securities It contains the method of the 29 Accrual Interest calcution method A accrued Interest calculation: 1 = Current/ Current 2 = Current /360 3 = Current /365 In other cases, must be left blank Only reported for information type 216. 30 Basic Reference Only for Fixed Income securities It contains the Basic Reference Only reported for information type 217. Only for Fixed Income securities It contains the quality of 31 Quality of collateral collateral: 'INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable Only reported for information type 218. 32 Issuer’s LEI 20 Only for Fixed Income securities It contains the issuer’s LEI Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 113 DESCRIPTION Only reported for information type 219. Only for Fixed Income securities It contains the collateral type: ‘GOVS' - Government securities 'SUNS' - Supra-nationals and agencies securities 'FIDE' - Debt securities issued 33 Type of collateral by banks and other financial institutions 'NFID' - Corporate debt securities issued by nonfinancial institutions 'SEPR' - Securitized products 'MEQU' - Main index equities 'OEQU' - Other equities 'OTHR'- Other assets 'NA' - Not aplicable END ADDITIONAL INFORMATION ON SECURITY (R01) Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 114 12. Information concerning Security Prices This section describes the messages to notify of the closing prices of Securities admitted to the CCP, using the PV message. This information is issued by the CCP: –At the start of each session –At the end of each session Information is disseminated to all CCP Members. The messages used, along with the issuer and recipient, are: ORIGIN DESTINATION MESSAGE STRUCTURE Price information Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 117 Register length: Variable T = Type / L = Length / E = Integer / D = Decimals DESCRIPTION HEADER DATA Proprietary message header 100 Block Control Data Number of R00 registers Security Identification Number of R01 registers Closing price of Security END HEADER DATA SECURITY IDENTIFICATION (R00) Security Code 12 ISIN Trading Code Security code used in trading SECURITY IDENTIFICATION (R00) SECURITY PRICES (R01) Indicates type of price information supplied: Price Information Type 5=Closing Price Equal to the reference price in the Fixed Income Segment Price 13 Reported for information type 5 Reported for information type 5 Values reported: Closing price type A 1 1: Closing price is price of current session 4: Closing price is price of previous session Accrued Interest N 8 2 6 Accrued Interest Percentage. Only for the Fixed Income Segment. END SECURITY PRICES (R01) Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 118 13. Supervision Information The CCP sends its Members information messages (text) issued by the CCP supervisor. These messages are sent to all Members during the session through TXT messages. Information is disseminated to all CCP Members. The messages used, along with the issuer and recipient, are: ISSUER RECIPIENT MESSAGE STRUCTURE CONTENTS CCP Member TXT R00 Informative text 13.1 Message flow The message flow providing oversight information messages is as follows: Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 119 13.2 Definition of messages 13.2.1 TXT register type - Supervision information TXT – OVERSIGHT INFORMATION Description This format is used to send CCP Members informative message (text) issued by the CCP supervisor. Issuer CCP Recipients CCP Members The IL register consists of following blocks: BLOCK DESCRIPTION/CONTENT R00 Informative text The following table provides more details of the structure of the TXT register: R00

Additional information

ON SECURITY (R01) Indicates type of additional information supplied: 100 = Barrier (turbo warrants) / Lower barrier (Inlines). Only for Equity securities. 101 = Last trading day 104 = Upper barrier (inlines). Only for Equity securities. 105 = Lower activation barrier (turbo pro). Only for Equity securities. 106 = Upper activation barrier (turbo pro). Only for Equity 23 Additional Information Type securities. 114 = Number of decimals in the price of the Security 120 = Settlement System code 122 = Barrier (bonus). Only for Equity securities 201 = Coupon regularity 215 = Accrued Interest calculation method 216 = Basic Reference 217 = Quality of collateral 218 = Issuer’s LEI 219 = Type of colateral Only reported for information types: 100, 24 Price 13 104, 105 and 122 In other cases, must be left blank 25 Number of decimals Only reported for information type 114 In other cases, must be left blank 26 CSD Code 11 Only reported for information type 120 In other cases, must be left blank Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 112 DESCRIPTION

Contains

CCP Member PV R00+nR01 Closing Prices of Securities Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 115 12.1 Message flow The message flow providing price information is as follows: Equity and Fixed Income Segments - Proprietary message interface November 11, 2022 116 12.2 Definition of messages 12.2.1 PV register type - Price information PV – PRICE INFORMATION Description This format is used to notify CCP Members of the closing prices of the Securities admitted to the CCP Issuer CCP Recipients CCP Members The PV register consists of following blocks: BLOCK DESCRIPTION/CONTENT R00 Security Identification R01 Closing price of Security The following table provides more details of the structure of the PV register: R00 R01